+149.6%
IBM vs CF
+561.7%
-412.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.0% |
| 7D | -5.0% | -3.2% | -1.8% | -4.5% |
| 30D | +11.1% | +4.3% | +6.8% | +10.0% |
| 3M | +5.7% | +2.8% | +2.9% | +4.7% |
| 6M | +10.1% | +0.6% | +9.5% | +9.0% |
| YTD | -15.6% | +56.6% | -72.2% | -25.1% |
| 1Y | -19.5% | +49.6% | -69.2% | -28.0% |
| 3Y | +80.4% | +61.5% | +18.9% | +55.3% |
| 5Y | +140.0% | +124.0% | +16.0% | +77.3% |
| All | +149.6% | +561.7% | -412.1% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling